gp_exp_quad_cov() [2/7]

template<typename T1 , typename T2 , typename T3 , typename T4 , typename = require_all_arithmetic_t<T1, T2, T3, T4>>

matrix_cl< return_type_t< T1, T2, T3, T4 > > stan::math::gp_exp_quad_cov ( const matrix_cl< T1 > &  x, const matrix_cl< T2 > &  y, const T3  sigma, const T4  length_scale  )

inline

Squared exponential kernel on the GPU.

This function is for the cross covariance matrix needed to compute the posterior predictive density.

Template Parameters

T1	Type of the first matrix
T2	Type of the second matrix
T3	Type of sigma
T4	Type of length scale

Parameters

x	first input vector or matrix
y	second input vector or matrix
sigma	standard deviation
length_scale	length scale

Returns

Squared distance between elements of x and y.

Definition at line 60 of file gp_exp_quad_cov.hpp.